CEUR.L vs. DTLA.L
Compare and contrast key facts about Amundi MSCI Europe (CEUR.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).
CEUR.L and DTLA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEUR.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 22, 2018. DTLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 10, 2018. Both CEUR.L and DTLA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEUR.L or DTLA.L.
Performance
CEUR.L vs. DTLA.L - Performance Comparison
Returns By Period
In the year-to-date period, CEUR.L achieves a 4.26% return, which is significantly higher than DTLA.L's -6.28% return.
CEUR.L
4.26%
-4.01%
-5.00%
9.32%
6.30%
7.02%
DTLA.L
-6.28%
-4.60%
0.54%
4.16%
-6.16%
N/A
Key characteristics
| CEUR.L | DTLA.L | |
|---|---|---|
| Sharpe Ratio | 0.91 | 0.27 |
| Sortino Ratio | 1.34 | 0.49 |
| Omega Ratio | 1.16 | 1.06 |
| Calmar Ratio | 1.46 | 0.09 |
| Martin Ratio | 4.17 | 0.68 |
| Ulcer Index | 2.20% | 5.85% |
| Daily Std Dev | 10.11% | 14.73% |
| Max Drawdown | -28.63% | -48.47% |
| Current Drawdown | -5.26% | -42.08% |
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CEUR.L vs. DTLA.L - Expense Ratio Comparison
CEUR.L has a 0.05% expense ratio, which is lower than DTLA.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between CEUR.L and DTLA.L is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
CEUR.L vs. DTLA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe (CEUR.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
CEUR.L vs. DTLA.L - Dividend Comparison
Neither CEUR.L nor DTLA.L has paid dividends to shareholders.
Drawdowns
CEUR.L vs. DTLA.L - Drawdown Comparison
The maximum CEUR.L drawdown since its inception was -28.63%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for CEUR.L and DTLA.L. For additional features, visit the drawdowns tool.
Volatility
CEUR.L vs. DTLA.L - Volatility Comparison
Amundi MSCI Europe (CEUR.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) have volatilities of 4.64% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.